hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
950.36
Total PnL
-49.64 (-4.96%)
Total Trades (Win/Los)
232 (143/89)
Win Rate
61.64%
Max Drawdown
641.54 (42.45%)
Total Fees
111.87
Position avg (max), %
30.50 (134.44)
Profit Factor
1.01
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -13.63% 6.14% 3.75% 10.12% -7.65% 2.51% -10.76% 18.65% 3.93% -6.55% 6.78% -8.81% -0.71%
2025 22.08% -2.58% 12.81% 4.35% -26.77% 7.26% -1.55% 8.49% 3.48% -3.28% 5.64% -3.69% 19.59%
2026 6.34% 11.69% -11.28% -23.74% -0.40% 0.00% — — — — — — -19.96%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 950.36
Min balance 794.19
Max balance 1511.11
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.17
Average monthly return (arithmetic), % 0.44
Best month, % 22.08
Worst month, % -26.77
PnL, Volume & Fees
Metric Value
Total PnL -49.64
Total PnL, % -4.96
Gross profit 3854.29
Gross loss 3799.26
Trading volume (USDT) 313427.93
Total transactions (buy/sell) 233
Total fees 111.87
Funding net 7.19
Funding accrued (received) 23.56
Funding paid 16.36
Trades
Metric Value
Total Trades 232
Win Trades 143
Los Trades 89
Win Rate, % 61.64
Expectancy per trade 0.2372
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.50
Position max, % of margin balance 134.44
Max Drawdown 641.54
Max Drawdown, % 42.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0145
Recovery Factor (Total PnL / Max DD) -0.0774
Sharpe ratio (monthly) 0.1425
Sortino ratio (monthly) 0.1923
CAGR, % -2.09
Calmar ratio (CAGR / Max DD%) -0.0491
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 55.04 | Fee: 111.87 | Vol: 313427.93
Details
{
  "name": "T4 SUI",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 4,
    "detection": 16,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}